New sets that are still in production I purchase from the LEGO website or eBay, depending on where they are cheaper. I also buy parts from the LEGO website, because train parts are often cheaper there than on bricklink. From eBay I often buy sets that are still MISB like rails or 9V motors, but also other new sets not related to trains that have not been opened. I also use eBay to get parts. I mainly use bricklink to get parts, but I've also bought MISB 9V motors from there, and I would also buy sets from there if I managed to find one for a reasonable price. So far I've never bought anything from amazon.